ALM Expert

5 days ago


Singapore DBS Bank Limited Full time
DBS Bank Limited is looking for an experienced ALM Expert to join our team. As an ALM Expert, you will be responsible for developing and implementing ALM risk policies, governance, and measurement methodologies. You will work closely with risk committees and business units to ensure that commercial book market risk management practices are aligned with regulatory requirements. Your responsibilities will include reviewing internal ALM risk limits and monitoring structure, developing and reviewing ALM risk models and assumptions, and providing advisory to business and other support units on related matters. If you have a strong background in risk management and ALM, we encourage you to apply for this exciting opportunity.

Policies & Methodology
• Develop and review ALM risk policies, governance, and measurement methodologies.
• Review internal ALM risk limits and monitoring structure.
• Develop and review ALM risk models and assumptions.
• Provide advisory to business and other support units on related matters.

Regulatory and Risk Committee Support
• Keep updated on relevant regulatory requirements.
• Support risk committees in understanding the implications of regulatory rules.
• Provide advisory to business and other support units on related matters.

Risk Analysis and Control
• Ensure timely escalation of material risks, issues, and vulnerabilities to relevant authorities.
• Provide analysis and prepare management reports, including both internal and regulatory measures.

Others
• Support infrastructure and other ad-hoc projects.
• Audit/regulatory engagement as necessary.
• Involvement in cross-department projects, including bank-wide and industry-wide stress tests.
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